Industry attribution
In this exercise, you're going to calculate the relative industry position of your portfolio, versus a benchmark. As a portfolio manager you need to understand your portfolio's underweight and overweight positions (or "industry bets"), as they are a large driver of performance, as well as a potential source of risk.
The DataFrame portfolio_data is available, containing details about the industry classification, obtained from the Global Industry Classification System or "GICS", of your portfolio holdings, as well as your portfolio weights and the benchmark weights.
Bu egzersiz, kursun bir parçasıdır
Introduction to Portfolio Analysis in Python
Uygulamalı etkileşimli egzersiz
Bu egzersizi bu örnek kodu tamamlayarak deneyin.
# Print the sum of the bm and pf weights
print (portfolio_data.____.____())
print (portfolio_data.____.____())